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Convergence Examples of a Filter-Based Evolutionary Algorithm

Lauren M. Clevenger1 and William E. Hart2

1University of New Mexico
lmcleve@aol.com

2Sandia National Laboratories, Discrete Mathematics and Algorithms Dept., P. O. Box 5800, MS 1110, Albuquerque, NM 87185-1110
wehart@cs.sandia.gov
http://www.cs.sandia.gov/~wehart/

Abstract. We describe and critique the convergence properties of filter-based evolutionary pattern search algorithms (F-EPSAs). F-EPSAs implicitly use a filter to perform a multi-objective search for constrained problems such that convergence can be guaranteed. We provide two examples that illustrate how F-EPSAs may generate limit points other than constrained stationary points. F-EPSAs are evolutionary pattern search methods that employ a finite set of search directions, and our examples illustrate how the choice of search directions impacts an F-EPSA’s search dynamics.

LNCS 3102, p. 666 ff.

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